When changing the size in "Play in New Window Settings" of the Media Appearance tab in Settings, video is still played at 400x225. I also changed the Player Width and Player Height in the Video Player configuration settings screen, which does change the size of the video in the post, but also does not affect the size in the new window.
I have this on local dev, so I don't have a site link to, sorry.
FANTASTIC stuff with version 3.0!